All Questions
Tagged with finance performance
19
questions
2
votes
1
answer
195
views
OrderBook Implementation - Follow up
This is a follow up to my previous implementation:
The input is of the format
...
- 41
0
votes
1
answer
50
views
Aggregate transactions in slips
I wrote code to aggregate transactions in slips. I'm concerned with the performance of my code because it uses 3 loops that are nested so the time complexity will be cubic. This code won't scale well ...
- 143
2
votes
1
answer
271
views
Heston model implementation in C++
I have implemented an option pricing algorithm following the Heston model. The simulation involves specifying the number of simulations, then generating a discretized path for each simulation (code ...
- 23
5
votes
1
answer
54
views
Calculate quote volumes (for a financial instrument) within numeric constraints
The function below is part of a trading system. Its purpose is to assign a volume (order size) to a bid (buy) quote and and ask (sell) quote, depending on the value of the ...
- 83
4
votes
2
answers
2k
views
Pulling financial data via IEX Cloud API
I am pulling some financial data from the IEX Cloud API. Since it is a paid API w/ rate limits, I would like to do this as efficiently as possible (i.e., as few calls as possible). Given that the <...
- 207
1
vote
1
answer
50
views
Return timeframes relevant to just-elapsed time period (financial/trading context)
I am writing trading software, and have written this utility function. Its purpose is to return a list of timeframes relevant to the just-elapsed time period. "Timeframe" here means bar or candle ...
- 83
8
votes
2
answers
154
views
4
votes
1
answer
3k
views
Calculate stock portfolio profit based on CSV data
import time
import csv
import argparse
from nsetools import Nse
from colorama import Fore
nse = Nse()
t = time.time()
CSV file contains the following data, I ...
- 175
0
votes
1
answer
227
views
Finance manager
Somewhat experienced with JavaFX, but this is my first potentially large JavaFX project that I recently started and wanted some feedback on anything that could be done better or more efficiently thus ...
- 686
1
vote
1
answer
450
views
Finding cointegrated pair with minimal t-score
The function findMinimal() receives a tuple from a list which contains 171 tuples, each of them go into the function one by one and, for each tuple, it searches the ...
- 121
7
votes
1
answer
251
views
Thread-safe algorithm to make trades based on moving window of prices
Here is problem to be solved
TradingAlgorithm employs a trading algorithm which, based on the prices it receives, will return a trade to execute.
The trading algorithm must implement the ...
- 73
6
votes
2
answers
2k
views
Fastest possible Cython for Black-Scholes algorithm
I started with a pure python implementation, and have been trying to get the performance as close to native C as possible using numpy, numexpr, and cython. Here is the the numpy version that I ...
0
votes
1
answer
120
views
jQuery-loaded financial report taxes the browser
I load a table in a div using the .load() method. If I look on the console I see the times taken to display the table:
4.98 seconds that firebugs says are spent "...
- 161
3
votes
3
answers
192
views
Calculating highs, lows, and volumes of stocks
I'm trying to review and figure the issues in the above code. Any inputs to point out problems are welcome.
...
- 31
2
votes
2
answers
712
views
Determining the next payment renewal date
I am not very good a JavaScript, surely not date manipulation, but I hacked together the script below with the purpose to determine the next payment renewal date based on a start date and payment term....
- 195